It's a cult, not a religion, and his reasoning for wanting to investigate likely does not stem from his dislike of the worshipers, but his sense of justice and the fact that Daedra might still reside within the house, or possibly other dangerous instruments used during the rituals in which they're summoned.
Like I said, there's only mention of Daedra worship, not the worshipers themselves. It doesn't even seem as though he wishes to confront anyone, just investigate, much like a cop might want to investigate a house Jim Jones once owned.
If he simply believed there were monsters inside he could have hired one of any of the numerous mercenaries hanging out in Markarth to help him clear out the monsters. In fact, if there was any reason to believe it was full of monsters, the citizens and guards would be interested in clearing it out as well.
Why? The Vigilants themselves traverse the wilderness in order to find and put down Daedra. They're mercenaries of justice, if anything. He wouldn't need to hire anyone, and does not ask the player for help at all. The player instead asks him if he needs help, which he appreciates, stating it would be nice for someone to be able to watch his back.
That's not something someone says when he's about to kill innocent people. That's something someone says when they're entering into a dangerous place or situation. He clearly believes Daedra themselves are in the house, not any worshipers.